Uncertainty management of safety-critical systems: a solution to the back-propagation problem

Marco De Angelis, Edoardo Patelli, Michael Beer

Research output: Chapter in Book/Report/Conference proceedingConference contribution book

Abstract

In many engineering applications, the assessment of reliability has to be done within a limited amount of information, which does not allow to use exact values for the distributional hyperparameters. This is achieved defining probability boxes and assessing the reliability computing the failure probability bounds. Probability boxes are often obtained from known probability distribution functions represented by interval hyper-parameters. In the applications, not only it is of interest estimating the failure probability bounds, but it is also required to identify the extreme realizations leading to the estimated bounds. In this paper, we propose a strategy, based on the Kolmogorov-Smirnov test, to identify the parental distribution function that best fit the distribution of extreme realizations, obtained from the minmax propagation. From the results obtained comparing the strategy with a direct search, it has emerged that the proposed method is generally applicable and efficient.

Original languageEnglish
Title of host publication12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015
PublisherUniversity of British Columbia
Number of pages8
ISBN (Electronic)9780888652454
Publication statusPublished - 15 Jul 2015
Event12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2012 - Vancouver, Canada
Duration: 12 Jul 201515 Jul 2015

Publication series

Name12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015

Conference

Conference12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2012
CountryCanada
CityVancouver
Period12/07/1515/07/15

Keywords

  • reliability analysis
  • optimization RBDO
  • reliability
  • backpropagation
  • distribution functions
  • safety engineering

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  • Cite this

    De Angelis, M., Patelli, E., & Beer, M. (2015). Uncertainty management of safety-critical systems: a solution to the back-propagation problem. In 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015 (12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015). University of British Columbia.